2007 | ||
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2 | EE | Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku: Coherent multiperiod risk adjusted values and Bellman's principle. Annals OR 152(1): 5-22 (2007) |
2006 | ||
1 | EE | Patrick Cheridito, Freddy Delbaen, Michael Kupper: Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance and Stochastics 10(3): 427-448 (2006) |
1 | Philippe Artzner | [2] |
2 | Patrick Cheridito | [1] |
3 | Jean-Marc Eber | [2] |
4 | David Heath | [2] |
5 | Hyejin Ku | [2] |
6 | Michael Kupper | [1] |